IShares Moderate Variance
| MODU Etf | | | 6.09 -0.11 -1.77% |
Observed values used in the Variance indicator for iShares Moderate Portfolio are included in this dataset. Comparable indicator datasets are structured within
Equity Screeners.
Correlation Analysis provides context for diversified portfolio construction. The information is presented without directional commentary. iShares Moderate Portfolio can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence iShares Moderate Portfolio's etf valuation — related indicators include
signals in inflation.
iShares Moderate Portfolio has current Variance of 0.0959. Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean.
Variance | = | SUM(RET DEV)2N |
| = | 0.0959 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
Variance Relative To Other Indicators
iShares Moderate Portfolio maintains a
fourth standing in variance across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
21.72 of Maximum Drawdown per Variance. For iShares Moderate Portfolio, Maximum Drawdown stands at
21.72 times Variance
Variance is also a measure of stock volatility and can help determine the risk an investor might take on when purchasing a specific security. A relatively big variance indicates that the daily prices or returns are far from the mean and a small variance indicates that they are located around the mean.
Compare IShares Moderate to Peers
Other Technical Indicators